no code implementations • 22 Feb 2021 • Filip de Roos, Carl Jidling, Adrian Wills, Thomas Schön, Philipp Hennig
Machine learning practitioners invest significant manual and computational resources in finding suitable learning rates for optimization algorithms.
1 code implementation • 15 Feb 2021 • Filip de Roos, Alexandra Gessner, Philipp Hennig
Although it is widely known that Gaussian processes can be conditioned on observations of the gradient, this functionality is of limited use due to the prohibitive computational cost of $\mathcal{O}(N^3 D^3)$ in data points $N$ and dimension $D$.
1 code implementation • 20 Feb 2019 • Filip de Roos, Philipp Hennig
Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms.
no code implementations • 1 Jun 2017 • Filip de Roos, Philipp Hennig
To alleviate this problem, several linear-time approximations, such as spectral and inducing-point methods, have been suggested and are now in wide use.